I disklike deleting anything, I always end up needing it a week after. G-Mail's got me spoiled.

Me too. I absolutely need to keep that PM I got last November concerning the USB cable in my sig I use at stock

Seriously though, I get an email sent to me each time I get a PM. That way, a copy ends up there in my regular inbox too. I can store it away in my Thunderbird file, and then delete the PM in my inbox, and keep my message on my computer.